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Low Float

Is there a built-in way for filtering low float stocks in the universe? <10mil

Thanks

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Or even a way that's not built-in.

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thats an c# example of an volume indicator

https://www.quantconnect.com/forum/discussion/1054/daily-volume-with-minute-resolution/p1/comment-3249

you could use it in some universe selection algos

this is an rsi selection c# algo

"just" change it to your volume indicator

https://www.quantconnect.com/forum/discussion/1603/universe-based-rsi-selection---updated

btw if you really try this check if there is really volume data

this volume indicator you could copy and try that in 10 minutes for some stocks...

 

https://www.quantconnect.com/forum/discussion/526/standalone-average--relative-volume-calculator-class/p1/comment-1408

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Thank you for the quick response.

While similiar, float is not the same as volume. 

http://www.lowfloat.com/

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Hi George, the ownership information like float shares outstanding is not available in universe selection at present.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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